Anic Equity¶

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Total return since start: 0.577 %¶

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Equity now: -----------------------------> 48181.39 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 45979.65 Kr¶

PnL: ---------------------------------------> -2242.6 Kr¶

DD now: ---------------------------------> -7.473 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:23:35.744585'

Anic Portfolio¶

Today¶

Return: -0.598 %¶

This Week¶

Return: -0.598 %¶

Total¶

Return: 57.733 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -10.700000 814.950000 116.950000 16.760000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Nordisk Bergteknik B 130 -2.720000 4186.000000 22.000000 0.530000 4163.999970
Stillfront Group 38 -2.460000 707.940000 21.940000 3.200000 686.000016
Tobii Dynavox 109 -1.950000 2735.900000 13.900000 0.510000 2721.999993
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -2.010000 493.400000 8.400000 1.730000 485.000000
MEKO 13 -2.530000 1554.800000 0.800000 0.050000 1554.000006
G5 Entertainment 3 -0.780000 570.300000 -1.700000 -0.300000 572.000001
SKF A 3 -4.250000 587.400000 -5.600000 -0.940000 593.000001
Mycronic 3 -3.230000 646.200000 -5.800000 -0.890000 651.999999
SKF B 3 -4.540000 586.800000 -9.200000 -1.540000 596.000001
ASSA ABLOY B 2 -1.650000 502.200000 -11.800000 -2.300000 514.000000
Embracer Group B 14 -5.020000 674.730000 -14.270000 -2.070000 689.000004
Loomis 6 -2.090000 2024.400000 -18.600000 -0.910000 2043.000000
Addnode Group B 6 -3.570000 688.500000 -20.500000 -2.890000 709.000002
Fastighetsbolag. Emilshus Pref 21 -1.720000 539.700000 -22.300000 -3.970000 562.000005
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Husqvarna A 7 -3.870000 608.300000 -24.700000 -3.900000 632.999997
Husqvarna B 7 -3.940000 608.300000 -31.700000 -4.950000 639.999997
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -6.640000 478.200000 -32.800000 -6.420000 511.000000
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Swedbank A 3 -3.620000 575.550000 -42.450000 -6.870000 618.000000
ITAB Shop Concept 56 -6.630000 646.240000 -44.760000 -6.480000 691.000016
Norva24 Group 12 -1.890000 360.960000 -46.290000 -11.370000 407.250000
Collector Bank 29 -6.930000 1183.200000 -50.800000 -4.120000 1233.999996
Lagercrantz Group B 5 -3.970000 556.000000 -51.000000 -8.400000 607.000000
Nordea Bank Abp 30 -3.920000 3704.400000 -58.600000 -1.560000 3762.999990
Dustin Group 18 -4.610000 610.920000 -59.080000 -8.820000 669.999996
Mips 1 -3.330000 467.500000 -61.500000 -11.630000 529.000000
AFRY 3 -2.920000 518.700000 -76.300000 -12.820000 594.999999
Viaplay Group B 4 -5.780000 944.800000 -92.200000 -8.890000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -4.250000 544.000000 -139.000000 -20.350000 683.000007
Beijer Alma B 9 -3.140000 1804.500000 -149.500000 -7.650000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.580000 3532.800000 -605.200000 -14.630000 4138.000000
TOTAL 45990.950000 -2231.300000 -7.45082% 48222.250041

Updated:¶

'2023-03-13 14:22:43.044480'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶